+6.7%
IYR vs ATI
+974.7%
-968.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | +6.1% | -0.2% | +6.3% | +5.9% |
| 3M | +0.9% | -18.5% | +19.4% | +3.6% |
| 6M | +1.2% | +16.4% | -15.2% | -2.3% |
| YTD | +11.1% | +63.4% | -52.3% | +1.1% |
| 1Y | +9.0% | +91.5% | -82.6% | -3.4% |
| 3Y | +41.4% | +329.2% | -287.8% | +3.2% |
| 5Y | +6.7% | +966.7% | -960.1% | -32.8% |
| All | +6.7% | +974.7% | -968.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling